Downloading ^NDX...
================================================================================
NASDAQ-100  (1986 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  57.7% │    +0.3%
  1 month later        │  62.7% │    +1.3%
  2 months later       │  66.5% │    +2.7%
  3 months later       │  69.8% │    +4.1%
  6 months later       │  74.3% │    +8.4%
  1 year later         │  81.7% │   +17.3%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  60.3% │    +0.4%
  1 month later        │  67.8% │    +1.7%
  2 months later       │  73.8% │    +3.5%
  3 months later       │  78.7% │    +5.3%
  6 months later       │  89.1% │   +10.7%
  1 year later         │  89.1% │   +22.0%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  51.9% │    +1.5%
  1 month later        │  54.3% │    +6.8%
  2 months later       │  57.9% │   +15.1%
  3 months later       │  63.1% │   +25.9%
  6 months later       │  65.9% │   +56.3%
  1 year later         │  74.7% │  +128.1%



Downloading ^IXIC...
================================================================================
NASDAQ Composite  (1971 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  57.8% │    +0.2%
  1 month later        │  61.6% │    +1.0%
  2 months later       │  64.0% │    +2.1%
  3 months later       │  65.6% │    +3.1%
  6 months later       │  69.9% │    +6.3%
  1 year later         │  75.9% │   +12.8%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  61.3% │    +0.3%
  1 month later        │  68.0% │    +1.4%
  2 months later       │  72.0% │    +2.8%
  3 months later       │  75.9% │    +4.2%
  6 months later       │  87.4% │    +8.5%
  1 year later         │  86.1% │   +17.2%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Overall
  ──────────────────── ┼ ────── ┼ ────────
  1 week later         │  50.8% │    +0.9%
  1 month later        │  50.1% │    +3.8%
  2 months later       │  54.6% │    +7.8%
  3 months later       │  56.2% │   +12.0%
  6 months later       │  59.1% │   +26.1%
  1 year later         │  72.6% │   +59.5%


  NASDAQ 100  |  24,977.04  |  2026-02-24
  2,500,000 simulations across 5 models (worst-case ensemble)

                                  90%      95%      97%      99%  
  ────────────────────────────────────────────────────────────
  End of Week  (Feb 27)          24,046   23,824   23,581   22,872   ▼ downside
                                  -3.7%    -4.6%    -5.6%    -8.4%
                                 25,996   26,273   26,537   27,219   ▲ upside
                                  +4.1%    +5.2%    +6.2%    +9.0%

  End of Month (Feb 28)          24,048   23,826   23,584   22,872   ▼ downside
                                  -3.7%    -4.6%    -5.6%    -8.4%
                                 25,998   26,268   26,532   27,230   ▲ upside
                                  +4.1%    +5.2%    +6.2%    +9.0%

  End of Qtr   (Mar 31)          22,216   21,583   21,007   19,829   ▼ downside
                                 -11.1%   -13.6%   -15.9%   -20.6%
                                 29,033   30,011   30,750   32,489   ▲ upside
                                 +16.2%   +20.2%   +23.1%   +30.1%

============================================================
Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX)
============================================================

[1] Fetching XYZ100 daily candles...
Fetching candles for xyz:XYZ100...
✓ Saved 135 candles -> xyz100_candles_daily.csv

[2] Fetching current funding...
  Funding: 0.0006%/hr (+5.5% APR)
  Mark: $24,963.00 | Oracle: $24,963.00
  Open Interest: 5,367.75

[3] Fetching Nasdaq Index (daily)...
✓ ^NDX fetched and aligned

[4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
No description has been provided for this image
Done.
YF.download() has changed argument auto_adjust default to True
   

🕒 LIVE MODE: Using latest data (2026-02-24)

============================================================
📊 CURRENT MARKET CONDITIONS
============================================================

📅 Time Period:
   Date:        2026-02-24 00:00:00
   Month:       2
   Quarter:     Q1
   Cycle Year:  Year2

💰 Price:
   Close:       $25,019.25

📏 Range Position (20D):
   Zone:        4 of 10 (30-40%)
   Position:    37.0%  [███████░░░░░░░░░░░░░]
   Range:       $24,239.75 (low) — $26,349.00 (high)

🏔️ ATH Drawdown:
   Drawdown:    -4.73%
   Zone:        1 of 20 (Near ATH)

🌪️ Volatility (20D Range Width):
   Width%:     8.43%
   Zone:       12 of 20

📈 Moving Average Position:
    20 MA:      $25,243.90 (BELOW ↓, -0.89%)
    50 MA:      $25,439.41 (BELOW ↓, -1.65%)
   200 MA:      $24,160.13 (ABOVE ↑, +3.56%)

🎯 Trend Summary:
   Neutral/BULLISH - Price above 200 MA only
============================================================

🎯 SMART FILTER APPLIED:
   Latest data: 2026-02-24 00:00:00
   Current price: $25,019.25
   - 50 MA: BELOW ↓ $25,439.41 (-1.7%)
   - 200 MA: ABOVE ↑ $24,160.13 (+3.6%)
   - Range Zone: 4 (30-40%) [Position: 37.0%] | Range: $24,239.75 - $26,349.00
   - ATH Drawdown Zone: 1/20 (DD: -4.7%)

🔴 Days Since 20D HIGH = 18 days (2 occurrences)
===============================================
Period  Count  Avg Return  Median   Win Rate  Best     Worst    Std Dev  68% Range     
---------------------------------------------------------------------------------------
1D      1      -3.05%      -3.05%   0.0%      -3.05%   -3.05%   nan%     nan% to nan%  
2D      1      -6.73%      -6.73%   0.0%      -6.73%   -6.73%   nan%     nan% to nan%  
3D      1      -11.11%     -11.11%  0.0%      -11.11%  -11.11%  nan%     nan% to nan%  
5D      1      -6.42%      -6.42%   0.0%      -6.42%   -6.42%   nan%     nan% to nan%  
7D      1      -3.79%      -3.79%   0.0%      -3.79%   -3.79%   nan%     nan% to nan%  
10D     1      -5.41%      -5.41%   0.0%      -5.41%   -5.41%   nan%     nan% to nan%  
15D     1      -4.64%      -4.64%   0.0%      -4.64%   -4.64%   nan%     nan% to nan%  
20D     1      -2.74%      -2.74%   0.0%      -2.74%   -2.74%   nan%     nan% to nan%  
30D     1      -7.02%      -7.02%   0.0%      -7.02%   -7.02%   nan%     nan% to nan%  
60D     1      1.81%       1.81%    100.0%    1.81%    1.81%    nan%     nan% to nan%  
90D     1      2.44%       2.44%    100.0%    2.44%    2.44%    nan%     nan% to nan%  


🟢 Days Since 20D LOW = 11 days (2 occurrences)
==============================================
Period  Count  Avg Return  Median  Win Rate  Best    Worst   Std Dev  68% Range     
------------------------------------------------------------------------------------
1D      1      -0.19%      -0.19%  0.0%      -0.19%  -0.19%  nan%     nan% to nan%  
2D      1      -1.01%      -1.01%  0.0%      -1.01%  -1.01%  nan%     nan% to nan%  
3D      1      -1.86%      -1.86%  0.0%      -1.86%  -1.86%  nan%     nan% to nan%  
5D      1      -3.08%      -3.08%  0.0%      -3.08%  -3.08%  nan%     nan% to nan%  
7D      1      -0.08%      -0.08%  0.0%      -0.08%  -0.08%  nan%     nan% to nan%  
10D     1      -2.32%      -2.32%  0.0%      -2.32%  -2.32%  nan%     nan% to nan%  
15D     1      1.00%       1.00%   100.0%    1.00%   1.00%   nan%     nan% to nan%  
20D     1      1.44%       1.44%   100.0%    1.44%   1.44%   nan%     nan% to nan%  
30D     1      2.74%       2.74%   100.0%    2.74%   2.74%   nan%     nan% to nan%  
60D     1      7.42%       7.42%   100.0%    7.42%   7.42%   nan%     nan% to nan%  
90D     1      12.27%      12.27%  100.0%    12.27%  12.27%  nan%     nan% to nan%  
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🛑 TRADE DECISION:
DO NOTHING | No signals passed thresholds.


✅ Analysis complete!
Downloading ^NDX data from Yahoo Finance...
Downloaded 10177 rows  |  1985-10-01 → 2026-02-23
Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows  |  1985-10-01 → 2026-02-24
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows  |  1985-10-01 → 2026-02-24
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows  |  1985-10-01 → 2026-02-24
Current period: 2024-09-10 to 2026-02-24
Current cycle year: Year2
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======================================================================
  NASDAQ 100 (^NDX)
======================================================================
Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows  |  1985-10-01 → 2026-02-24

============================================================
BEST LINEAR REGRESSION FIT — Nasdaq 100
============================================================
Lookback Period: 4250 trading days
R² Score: 0.9846
P-Value: 0.00e+00
======================================================================
  S&P 500 (^GSPC)
======================================================================
Downloading ^GSPC data from Yahoo Finance...
Downloaded 24653 rows  |  1927-12-30 → 2026-02-24

============================================================
BEST LINEAR REGRESSION FIT — S&P 500
============================================================
Lookback Period: 4230 trading days
R² Score: 0.9809
P-Value: 0.00e+00
======================================================================
  SEMICONDUCTORS (SMH)
======================================================================
Downloading SMH data from Yahoo Finance...
Downloaded 6469 rows  |  2000-06-05 → 2026-02-24
============================================================
BEST LINEAR REGRESSION FIT — Semiconductors (SMH)
============================================================
Lookback Period: 3660 trading days
R² Score: 0.9758
P-Value: 0.00e+00
======================================================================
  GOLD (GC=F)
======================================================================
Downloading GC=F data from Yahoo Finance...
Downloaded 6394 rows  |  2000-08-30 → 2026-02-24

============================================================
BEST LINEAR REGRESSION FIT — Gold
============================================================
Lookback Period: 610 trading days
R² Score: 0.9639
P-Value: 0.00e+00
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============================================================
  DONCHIAN SLIM  –  ^NDX  |  2026-02-24
============================================================

  🔴 BEAR  since 2026-02-04  (bar 13)  ─  SHORT THE RIP
  Entry: 24,891.24  →  Current: 24,977.04  (-0.34%)
  Pool: BEAR above 200MA  (n=85)

  DURATION  ─  how old is this trend vs history?
    # where this trend sits in the historical duration distribution
    Percentile:  16th  ████░░░░░░░░░░░░░░░░░░░░░
    # how long similar trends typically last
    Median:      26 bars  |  Mean: 31  |  P75: 42  |  P90: 57

  RETURN  ─  how does this move compare to past trends?
    # open P&L ranked against all completed trades in this pool
    Current:     -0.34%  (percentile: 76th)  ███████████████████░░░░░░
    # best price seen this trend vs how much is still open profit
    MFE:         2.02%  (retaining -17%)  ░░░░░░░░░░░░░░░░░░░░░░░░░
    # typical completed trade returns for this pool
    Hist median: -3.63%  |  mean: -2.34%

  SUCCESS RATE  ─  what are the odds from here?
    # % of trades in this pool that were profitable at exit
    Win rate:    23.5%  █████░░░░░░░░░░░░░░░░░░░░
    # % of trends that lasted at least this many bars
    Survival:    83.5%  ████████████████████░░░░░  (≥13 bars)
    # of trades that reached this bar, how many gained more after
    From here:   14% positive  ███░░░░░░░░░░░░░░░░░░░░░░  (n=70)
    # expected remaining return from this point to trend end
                 median remaining: -3.11%

  TAKE PROFIT  ─  scale out ⅓ at each level
  (from entry 24,891.24)
    # ✅ = already reached  ⏳ = not yet
    T1 ⅓           1.55%  →   24,504.93  ✅  P(75%)
    T2 ⅓           3.81%  →   23,942.42  ⏳  P(50%)
    T3 ⅓ trail     9.03%  →   22,644.06  ⏳  P(25%)

  STOP  ─  where to get out if wrong
    DC Upper:   26,165.08  (4.76% risk)
    2-ATR:     25,848.28  (3.49% risk)

  EXPECTANCY  ─  SHORT THE RIP
    EV:  -1.46% per trade  ⚠️  negative
    (WR 24% × 5.12% reward  −  76% × 3.49% risk)

  ALL SETUPS  ─  historical EV comparison for ^NDX
    Setup                              n     WR   Avg MFE        EV
    ──────────────────────────────  ────  ─────  ────────  ────────
    TREND (BULL above MA)             87    56%     7.52%    +2.71%  ✅   
    BUY THE DIP (BULL below)          32    53%     9.48%    +3.40%  ✅   
    SHORT THE RIP (BEAR above)        85    24%     4.80%    -1.54%  ⚠️  ◀
    TREND (BEAR below MA)             33    30%     5.28%    -0.83%  ⚠️   
    (EV = WR × avg MFE reward − (1−WR) × 3.49% ATR risk)

============================================================

  SUMMARY
  ────────────────────────────────────────────────────────
  ^NDX has been bearish for 13 bars — still early
  at the 16th duration percentile. This is a short the rip setup.
  The -0.34% move is already larger than most
  (76th percentile), and the trend hit 2.02% MFE but has reversed through entry.
  Most trends like this are still going at this point, with a 24% historical
  win rate for this setup. Most of the move is likely behind us.
  The donchian upper band at 26,165.08 (4.76% away) is the natural stop.

No description has been provided for this image
Chart saved → donchian_slim_chart.png
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  S&P 500 (^GSPC)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^GSPC …
  24653 rows  |  1927-12-30 → 2026-02-24
  Regression: 4230 day lookback  R²=0.9809
  DONCHIAN SLIM  -  ^GSPC  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-05  (bar 53)  -  TREND
  Entry: 6,870.40 -> Current: 6,890.07  (+0.29%)  Pool: BULL above 200MA  (n=208)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 70th                           |   Current: 0.29% (53th pctile)           |   WR: 49.5%                             
    Median: 34 bars  Mean: 46              |   MFE: 1.92% (retaining 15%)             |   Surv: 30.3%  (>=53 bars)              
    P75: 63  P90: 94                       |   Hist med: -0.05% avg: 1.61%            |   From here: 39% pos (n=61)             
                                           |                                          |   Med remaining: -1.36%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,870.40)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.90% ->     7,001 [x]      |   DC Lower: 6,775.50                     |   EV: +1.09% [+]                        
    T2         4.48% ->     7,178 [ ]      |     (1.66% risk)                         |   WR 50% x 4.77% rwd                    
    T3 trail   8.84% ->     7,478 [ ]      |   2-ATR: 6,716.31                        |   - 50% x 2.52% risk                    
                                           |     (2.52% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^GSPC bullish 53 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (70th pctile)
    TREND (BULL above MA)         208   50%   5.07%   +1.24% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)      102   40%   5.27%   +0.61%     |   0.29% gain is around typical (53th)
    SHORT THE RIP (BEAR above)    205   22%   2.71%   -1.37%     |   majority already reversed, 50% WR
    TREND (BEAR below MA)         106   46%   6.33%   +1.57%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.52% risk)                        |   Stop: 6,775.50 (1.66% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Nasdaq 100 (^NDX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^NDX …
  10178 rows  |  1985-10-01 → 2026-02-24
  Regression: 4250 day lookback  R²=0.9846
  DONCHIAN SLIM  -  ^NDX  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 13)  -  SHORT THE RIP
  Entry: 24,891.24 -> Current: 24,977.04  (-0.34%)  Pool: BEAR above 200MA  (n=85)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 16th                           |   Current: -0.34% (76th pctile)          |   WR: 23.5%                             
    Median: 26 bars  Mean: 31              |   MFE: 2.02% (retaining -17%)            |   Surv: 83.5%  (>=13 bars)              
    P75: 42  P90: 57                       |   Hist med: -3.63% avg: -2.34%           |   From here: 14% pos (n=70)             
                                           |                                          |   Med remaining: -3.11%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,891.24)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.55% ->    24,505 [x]      |   DC Upper: 26,165.08                    |   EV: -1.46% [!]                        
    T2         3.81% ->    23,942 [ ]      |     (4.76% risk)                         |   WR 24% x 5.12% rwd                    
    T3 trail   9.03% ->    22,644 [ ]      |   2-ATR: 25,848.28                       |   - 76% x 3.49% risk                    
                                           |     (3.49% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^NDX bearish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (16th pctile)
    TREND (BULL above MA)          87   56%   7.52%   +2.71%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       32   53%   9.48%   +3.40%     |   -0.34% move is larger than most (76th)
    SHORT THE RIP (BEAR above)     85   24%   4.80%   -1.54% <   |   most trends still going, 24% WR
    TREND (BEAR below MA)          33   30%   5.28%   -0.83%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.49% risk)                        |   Stop: 26,165.08 (4.76% away)


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  Russell 2000 (^RUT)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^RUT …
  9687 rows  |  1987-09-10 → 2026-02-24
  Regression: 4180 day lookback  R²=0.9083
  DONCHIAN SLIM  -  ^RUT  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 55)  -  TREND
  Entry: 2,512.14 -> Current: 2,652.33  (+5.58%)  Pool: BULL above 200MA  (n=80)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 65th                           |   Current: 5.58% (78th pctile)           |   WR: 51.2%                             
    Median: 40 bars  Mean: 51              |   MFE: 8.88% (retaining 63%)             |   Surv: 35.0%  (>=55 bars)              
    P75: 72  P90: 98                       |   Hist med: 0.21% avg: 2.03%             |   From here: 46% pos (n=28)             
                                           |                                          |   Med remaining: -1.31%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,512.14)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.39% ->     2,572 [x]      |   DC Lower: 2,569.23                     |   EV: -0.99% [!]                        
    T2         6.11% ->     2,666 [x]      |     (3.13% risk)                         |   WR 51% x 1.76% rwd                    
    T3 trail  10.64% ->     2,779 [ ]      |   2-ATR: 2,549.45                        |   - 49% x 3.88% risk                    
                                           |     (3.88% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^RUT bullish 55 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (65th pctile)
    TREND (BULL above MA)          80   51%   6.38%   +1.38% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       36   64%   8.27%   +3.88%     |   5.58% move is larger than most (78th)
    SHORT THE RIP (BEAR above)     78   31%   4.00%   -1.45%     |   majority already reversed, 51% WR
    TREND (BEAR below MA)          39   36%   6.12%   -0.29%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 3.88% risk)                        |   Stop: 2,569.23 (3.13% away)


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  S&P 500 Futures (ES) (ES=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ES=F …
  6422 rows  |  2000-09-18 → 2026-02-24
  Regression: 4230 day lookback  R²=0.9812
  DONCHIAN SLIM  -  ES=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-22  (bar 42)  -  TREND
  Entry: 6,930.25 -> Current: 6,900.00  (-0.44%)  Pool: BULL above 200MA  (n=51)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 47th                           |   Current: -0.44% (41th pctile)          |   WR: 58.8%                             
    Median: 44 bars  Mean: 55              |   MFE: 1.63% (retaining -27%)            |   Surv: 52.9%  (>=42 bars)              
    P75: 80  P90: 106                      |   Hist med: 1.98% avg: 1.83%             |   From here: 41% pos (n=27)             
                                           |                                          |   Med remaining: -0.75%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,930.25)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.09% ->     7,075 [ ]      |   DC Lower: 6,751.50                     |   EV: +2.25% [+]                        
    T2         5.00% ->     7,277 [ ]      |     (2.15% risk)                         |   WR 59% x 5.89% rwd                    
    T3 trail   9.19% ->     7,567 [ ]      |   2-ATR: 6,696.62                        |   - 41% x 2.95% risk                    
                                           |     (2.95% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ES=F bullish 42 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (47th pctile)
    TREND (BULL above MA)          51   59%   5.42%   +1.98% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       20   45%   6.46%   +1.29%     |   -0.44% gain is around typical (41th)
    SHORT THE RIP (BEAR above)     52   17%   3.35%   -1.86%     |   ~half have ended by now, 59% WR
    TREND (BEAR below MA)          19   37%   7.50%   +0.90%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.95% risk)                        |   Stop: 6,751.50 (2.15% away)


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  Nasdaq 100 Futures (NQ) (NQ=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NQ=F …
  6422 rows  |  2000-09-18 → 2026-02-24
  Regression: 4250 day lookback  R²=0.9849
  DONCHIAN SLIM  -  NQ=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 13)  -  SHORT THE RIP
  Entry: 24,999.25 -> Current: 25,022.00  (-0.09%)  Pool: BEAR above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 21th                           |   Current: -0.09% (81th pctile)          |   WR: 14.9%                             
    Median: 25 bars  Mean: 29              |   MFE: 3.04% (retaining -3%)             |   Surv: 78.7%  (>=13 bars)              
    P75: 41  P90: 50                       |   Hist med: -4.14% avg: -3.31%           |   From here: 8% pos (n=37)              
                                           |                                          |   Med remaining: -3.04%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,999.25)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.45% ->    24,638 [x]      |   DC Upper: 26,349.00                    |   EV: -3.01% [!]                        
    T2         3.36% ->    24,161 [ ]      |     (5.30% risk)                         |   WR 15% x 3.96% rwd                    
    T3 trail   6.81% ->    23,296 [ ]      |   2-ATR: 26,081.38                       |   - 85% x 4.23% risk                    
                                           |     (4.23% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NQ=F bearish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (21th pctile)
    TREND (BULL above MA)          53   58%   6.77%   +2.20%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       18   61%  12.84%   +6.20%     |   -0.09% move is larger than most (81th)
    SHORT THE RIP (BEAR above)     47   15%   3.87%   -3.03% <   |   most trends still going, 15% WR
    TREND (BEAR below MA)          23   35%   8.23%   +0.10%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.23% risk)                        |   Stop: 26,349.00 (5.30% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Semiconductors (SMH) (SMH)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SMH …
  6469 rows  |  2000-06-05 → 2026-02-24
  Regression: 3660 day lookback  R²=0.9758
  DONCHIAN SLIM  -  SMH  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 55)  -  TREND
  Entry: 363.24 -> Current: 419.16  (+15.39%)  Pool: BULL above 200MA  (n=61)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 80th                           |   Current: 15.39% (93th pctile)          |   WR: 39.3%                             
    Median: 29 bars  Mean: 39              |   MFE: 16.09% (retaining 96%)            |   Surv: 19.7%  (>=55 bars)              
    P75: 43  P90: 85                       |   Hist med: -2.23% avg: 0.34%            |   From here: 58% pos (n=12)             
                                           |                                          |   Med remaining: 1.50%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 363.24)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.50% ->       372 [x]      |   DC Lower: 374.24                       |   EV: -3.83% [!]                        
    T2         6.10% ->       385 [x]      |     (10.72% risk)                        |   WR 39% x 0.00% rwd                    
    T3 trail  12.70% ->       409 [x]      |   2-ATR: 392.68                          |   - 61% x 6.32% risk                    
                                           |     (6.32% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SMH bullish 55 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (80th pctile)
    TREND (BULL above MA)          61   39%   7.10%   -1.04% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       28   50%  10.71%   +2.19%     |   15.39% move is in the top tier (93th)
    SHORT THE RIP (BEAR above)     55   16%   3.80%   -4.66%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          34   35%   8.13%   -1.22%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.32% risk)                        |   Stop: 374.24 (10.72% away)


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  Magnificent 7 (MAGS) (MAGS)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading MAGS …
  721 rows  |  2023-04-11 → 2026-02-24
  Regression: 720 day lookback  R²=0.9382
  DONCHIAN SLIM  -  MAGS  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 24)  -  SHORT THE RIP
  Entry: 62.94 -> Current: 62.31  (+1.00%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: 1.00% (80th pctile)           |   WR: 20.0%                             
    Median: 33 bars  Mean: 32              |   MFE: 4.46% (retaining 22%)             |   Surv: 60.0%  (>=24 bars)              
    P75: 40  P90: 49                       |   Hist med: -6.26% avg: -3.92%           |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -5.47%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 62.94)                | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
                                           |   DC Upper: 67.09                        |   Insufficient data                     
                                           |     (7.67% risk)                         |                                         
                                           |   2-ATR: 64.91                           |                                         
                                           |     (4.17% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MAGS bearish 24 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a short the rip setup
    BUY THE DIP (BULL below)        -     -       -        -     |   1.00% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   ~half have ended by now, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.17% risk)                        |   Stop: 67.09 (7.67% away)


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  Tech Select (XLK) (XLK)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading XLK …
  6834 rows  |  1998-12-22 → 2026-02-24
  Regression: 4370 day lookback  R²=0.9846
  DONCHIAN SLIM  -  XLK  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 13)  -  SHORT THE RIP
  Entry: 138.12 -> Current: 140.32  (-1.59%)  Pool: BEAR above 200MA  (n=54)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 20th                           |   Current: -1.59% (74th pctile)          |   WR: 18.5%                             
    Median: 22 bars  Mean: 28              |   MFE: 2.20% (retaining -72%)            |   Surv: 79.6%  (>=13 bars)              
    P75: 34  P90: 55                       |   Hist med: -3.42% avg: -2.89%           |   From here: 19% pos (n=42)             
                                           |                                          |   Med remaining: -2.19%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 138.12)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.40% ->       136 [x]      |   DC Upper: 149.90                       |   EV: -3.15% [!]                        
    T2         3.55% ->       133 [ ]      |     (6.83% risk)                         |   WR 19% x 5.46% rwd                    
    T3 trail   6.91% ->       129 [ ]      |   2-ATR: 147.48                          |   - 81% x 5.10% risk                    
                                           |     (5.10% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   XLK bearish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (20th pctile)
    TREND (BULL above MA)          58   57%   7.28%   +1.94%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       21   52%  10.58%   +3.12%     |   -1.59% move is larger than most (74th)
    SHORT THE RIP (BEAR above)     54   19%   3.95%   -3.42% <   |   most trends still going, 19% WR
    TREND (BEAR below MA)          25   40%  10.44%   +1.11%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.10% risk)                        |   Stop: 149.90 (6.83% away)


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  Uranium (URA) (URA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading URA …
  3847 rows  |  2010-11-05 → 2026-02-24
  Regression: 1810 day lookback  R²=0.8619
  DONCHIAN SLIM  -  URA  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-05  (bar 34)  -  TREND
  Entry: 48.63 -> Current: 54.95  (+13.00%)  Pool: BULL above 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 13.00% (71th pctile)          |   WR: 35.7%                             
    Median: 34 bars  Mean: 41              |   MFE: 28.07% (retaining 46%)            |   Surv: 50.0%  (>=34 bars)              
    P75: 50  P90: 82                       |   Hist med: -3.12% avg: 2.84%            |   From here: 29% pos (n=7)              
                                           |                                          |   Med remaining: -8.93%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 48.63)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.50% ->        50 [x]      |   DC Lower: 49.11                        |   EV: -5.05% [!]                        
    T2         9.47% ->        53 [x]      |     (10.63% risk)                        |   WR 36% x 7.29% rwd                    
    T3 trail  37.71% ->        67 [ ]      |   2-ATR: 48.41                           |   - 64% x 11.91% risk                   
                                           |     (11.91% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   URA bullish 34 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          14   36%  16.89%   -1.62% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       31   42%  10.97%   -2.31%     |   13.00% move is larger than most (71th)
    SHORT THE RIP (BEAR above)     14   36%  12.91%   -3.04%     |   ~half have ended by now, 36% WR
    TREND (BEAR below MA)          31   48%  10.82%   -0.91%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.91% risk)                       |   Stop: 49.11 (10.63% away)


▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  US Dollar Index (DXY) (DX-Y.NYB)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading DX-Y.NYB …
  14003 rows  |  1971-01-04 → 2026-02-24
  Regression: 4650 day lookback  R²=0.7608
  DONCHIAN SLIM  -  DX-Y.NYB  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-23  (bar 21)  -  TREND
  Entry: 97.60 -> Current: 97.89  (-0.30%)  Pool: BEAR below 200MA  (n=81)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 21th                           |   Current: -0.30% (49th pctile)          |   WR: 46.9%                             
    Median: 38 bars  Mean: 48              |   MFE: 2.10% (retaining -14%)            |   Surv: 79.0%  (>=21 bars)              
    P75: 64  P90: 96                       |   Hist med: -0.17% avg: 0.90%            |   From here: 43% pos (n=63)             
                                           |                                          |   Med remaining: -0.63%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 97.60)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         0.73% ->        97 [x]      |   DC Upper: 98.08                        |   EV: +0.93% [+]                        
    T2         2.12% ->        96 [ ]      |     (0.19% risk)                         |   WR 47% x 3.42% rwd                    
    T3 trail   6.56% ->        91 [ ]      |   2-ATR: 99.13                           |   - 53% x 1.27% risk                    
                                           |     (1.27% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   DX-Y.NYB bearish 21 bars
    ---------------------------- ---- ----- ------- --------     |   still early (21th pctile)
    TREND (BULL above MA)          79   46%   2.47%   +0.44%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       83   39%   1.95%   -0.03%     |   -0.30% gain is around typical (49th)
    SHORT THE RIP (BEAR above)     80   40%   2.35%   +0.18%     |   most trends still going, 47% WR
    TREND (BEAR below MA)          81   47%   3.13%   +0.80% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.27% risk)                        |   Stop: 98.08 (0.19% away)


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  USD/JPY (USDJPY=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading USDJPY=X …
  7602 rows  |  1996-10-30 → 2026-02-24
  Regression: 1740 day lookback  R²=0.8567
  DONCHIAN SLIM  -  USDJPY=X  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-26  (bar 21)  -  SHORT THE RIP
  Entry: 155.17 -> Current: 155.83  (-0.43%)  Pool: BEAR above 200MA  (n=28)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 14th                           |   Current: -0.43% (50th pctile)          |   WR: 35.7%                             
    Median: 36 bars  Mean: 44              |   MFE: 1.86% (retaining -23%)            |   Surv: 85.7%  (>=21 bars)              
    P75: 55  P90: 74                       |   Hist med: -0.64% avg: 0.32%            |   From here: 21% pos (n=24)             
                                           |                                          |   Med remaining: -1.30%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 155.17)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.75% ->       152 [x]      |   DC Upper: 157.33                       |   EV: -0.02% [!]                        
    T2         3.25% ->       150 [ ]      |     (0.96% risk)                         |   WR 36% x 3.71% rwd                    
    T3 trail   4.90% ->       148 [ ]      |   2-ATR: 159.09                          |   - 64% x 2.09% risk                    
                                           |     (2.09% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   USDJPY=X bearish 21 bars
    ---------------------------- ---- ----- ------- --------     |   still early (14th pctile)
    TREND (BULL above MA)          35   37%   2.89%   -0.24%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       31   42%   3.49%   +0.25%     |   -0.43% gain is around typical (50th)
    SHORT THE RIP (BEAR above)     28   36%   3.30%   -0.17% <   |   most trends still going, 36% WR
    TREND (BEAR below MA)          38   29%   3.83%   -0.38%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.09% risk)                        |   Stop: 157.33 (0.96% away)


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  EUR/USD (EURUSD=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading EURUSD=X …
  5768 rows  |  2003-12-01 → 2026-02-24
  Regression: 330 day lookback  R²=0.7810
  DONCHIAN SLIM  -  EURUSD=X  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-09-09  (bar 118)  -  TREND
  Entry: 1.18 -> Current: 1.18  (+0.04%)  Pool: BULL above 200MA  (n=30)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 90th                           |   Current: 0.04% (53th pctile)           |   WR: 46.7%                             
    Median: 53 bars  Mean: 61              |   MFE: 2.16% (retaining 2%)              |   Surv: 10.0%  (>=118 bars)             
    P75: 79  P90: 116                      |   Hist med: -0.16% avg: 0.21%            |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -2.23%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1.18)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.08% ->         1 [x]      |   DC Lower: 1.17                         |   EV: +0.85% [+]                        
    T2         2.92% ->         1 [ ]      |     (0.27% risk)                         |   WR 47% x 3.36% rwd                    
    T3 trail   6.24% ->         1 [ ]      |   2-ATR: 1.16                            |   - 53% x 1.34% risk                    
                                           |     (1.34% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   EURUSD=X bullish 118 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (90th pctile)
    TREND (BULL above MA)          30   47%   3.41%   +0.87% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       18   39%   2.93%   +0.32%     |   0.04% gain is around typical (53th)
    SHORT THE RIP (BEAR above)     25   32%   2.16%   -0.22%     |   very few last this long, 47% WR
    TREND (BEAR below MA)          23   39%   2.72%   +0.25%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.34% risk)                        |   Stop: 1.17 (0.27% away)


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  Gold (GC=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading GC=F …
  6394 rows  |  2000-08-30 → 2026-02-24
  Regression: 610 day lookback  R²=0.9639
  DONCHIAN SLIM  -  GC=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-13  (bar 175)  -  TREND
  Entry: 3,431.20 -> Current: 5,163.40  (+50.48%)  Pool: BULL above 200MA  (n=57)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 50.48% (100th pctile)         |   WR: 49.1%                             
    Median: 39 bars  Mean: 46              |   MFE: 62.81% (retaining 80%)            |   Surv: 0.0%  (>=175 bars)              
    P75: 61  P90: 91                       |   Hist med: -0.26% avg: 2.37%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 3,431.20)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.74% ->     3,525 [x]      |   DC Lower: 4,400.00                     |   EV: -4.24% [!]                        
    T2         7.44% ->     3,687 [x]      |     (14.78% risk)                        |   WR 49% x 0.00% rwd                    
    T3 trail  13.38% ->     3,890 [x]      |   2-ATR: 4,733.49                        |   - 51% x 8.33% risk                    
                                           |     (8.33% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GC=F bullish 175 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          57   49%   7.85%   -0.38% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       19   47%   5.83%   -1.62%     |   50.48% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     54   22%   3.15%   -5.78%     |   very few last this long, 49% WR
    TREND (BEAR below MA)          23   35%   3.04%   -4.37%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 8.33% risk)                        |   Stop: 4,400.00 (14.78% away)


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  Silver (SI=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SI=F …
  6396 rows  |  2000-08-30 → 2026-02-24
  Regression: 300 day lookback  R²=0.8219
  DONCHIAN SLIM  -  SI=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-02  (bar 184)  -  TREND
  Entry: 34.56 -> Current: 87.21  (+152.32%)  Pool: BULL above 200MA  (n=56)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 152.32% (100th pctile)        |   WR: 39.3%                             
    Median: 28 bars  Mean: 38              |   MFE: 250.95% (retaining 61%)           |   Surv: 0.0%  (>=184 bars)              
    P75: 47  P90: 70                       |   Hist med: -2.49% avg: 1.60%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 34.56)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.05% ->        35 [x]      |   DC Lower: 68.71                        |   EV: -12.86% [!]                       
    T2         6.29% ->        37 [x]      |     (21.21% risk)                        |   WR 39% x 0.00% rwd                    
    T3 trail  17.52% ->        41 [x]      |   2-ATR: 68.74                           |   - 61% x 21.18% risk                   
                                           |     (21.18% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SI=F bullish 184 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          56   39%   8.62%   -9.47% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       30   50%   8.65%   -6.26%     |   152.32% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     42   21%   5.70%  -15.42%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          45   27%   5.14%  -14.16%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 21.18% risk)                       |   Stop: 68.71 (21.21% away)


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  Natural Gas (NG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NG=F …
  6400 rows  |  2000-08-30 → 2026-02-24
  Regression: 520 day lookback  R²=0.5971
  DONCHIAN SLIM  -  NG=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-24  (bar 0)  -  TREND
  Entry: 2.83 -> Current: 2.83  (+-0.00%)  Pool: BEAR below 200MA  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: -0.00% (68th pctile)          |   WR: 32.4%                             
    Median: 25 bars  Mean: 40              |   Hist med: -9.17% avg: -3.05%           |   Surv: 100.0%  (>=0 bars)              
    P75: 58  P90: 98                       |                                          |   From here: 32% pos (n=37)             
                                           |                                          |   Med remaining: -9.17%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2.83)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.51% ->         3 [ ]      |   DC Upper: 7.83                         |   EV: -24.83% [!]                       
    T2         9.09% ->         3 [ ]      |     (176.47% risk)                       |   WR 32% x 13.20% rwd                   
    T3 trail  26.98% ->         2 [ ]      |   2-ATR: 4.05                            |   - 68% x 43.08% risk                   
                                           |     (43.08% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NG=F bearish 0 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          39   33%  20.83%  -21.78%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       40   32%  17.58%  -23.36%     |   -0.00% move is larger than most (68th)
    SHORT THE RIP (BEAR above)     41   44%  14.79%  -17.67%     |   most trends still going, 32% WR
    TREND (BEAR below MA)          37   32%  13.20%  -24.83% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 43.08% risk)                       |   Stop: 7.83 (176.47% away)


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  Crude Oil (WTI) (CL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading CL=F …
  6403 rows  |  2000-08-23 → 2026-02-24
  Regression: 510 day lookback  R²=0.7876
  DONCHIAN SLIM  -  CL=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-09  (bar 30)  -  TREND
  Entry: 59.12 -> Current: 66.10  (+11.81%)  Pool: BULL above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 36th                           |   Current: 11.81% (86th pctile)          |   WR: 47.6%                             
    Median: 43 bars  Mean: 48              |   MFE: 13.80% (retaining 86%)            |   Surv: 64.3%  (>=30 bars)              
    P75: 64  P90: 91                       |   Hist med: -0.35% avg: 2.22%            |   From here: 33% pos (n=27)             
                                           |                                          |   Med remaining: -2.74%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 59.12)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.64% ->        62 [x]      |   DC Lower: 60.14                        |   EV: -2.62% [!]                        
    T2        10.86% ->        66 [x]      |     (9.02% risk)                         |   WR 48% x 2.09% rwd                    
    T3 trail  18.81% ->        70 [ ]      |   2-ATR: 61.55                           |   - 52% x 6.89% risk                    
                                           |     (6.89% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   CL=F bullish 30 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (36th pctile)
    TREND (BULL above MA)          42   48%  11.77%   +2.00% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   52%  14.99%   +4.46%     |   11.81% move is in the top tier (86th)
    SHORT THE RIP (BEAR above)     43   35%  10.92%   -0.68%     |   ~half have ended by now, 48% WR
    TREND (BEAR below MA)          27   19%   8.36%   -4.07%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.89% risk)                        |   Stop: 60.14 (9.02% away)

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  Copper (HG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading HG=F …
  6399 rows  |  2000-08-30 → 2026-02-24
  Regression: 2670 day lookback  R²=0.7847
  DONCHIAN SLIM  -  HG=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-08-29  (bar 121)  -  TREND
  Entry: 4.52 -> Current: 5.96  (+31.94%)  Pool: BULL above 200MA  (n=44)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 95th                           |   Current: 31.94% (93th pctile)          |   WR: 38.6%                             
    Median: 31 bars  Mean: 45              |   MFE: 44.03% (retaining 73%)            |   Surv: 4.5%  (>=121 bars)              
    P75: 58  P90: 91                       |   Hist med: -2.10% avg: 1.78%            |   From here: 100% pos (n=2)             
                                           |                                          |   Med remaining: 4.15%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 4.52)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.08% ->         5 [x]      |   DC Lower: 5.57                         |   EV: -4.02% [!]                        
    T2         5.47% ->         5 [x]      |     (6.58% risk)                         |   WR 39% x 0.00% rwd                    
    T3 trail  14.96% ->         5 [x]      |   2-ATR: 5.57                            |   - 61% x 6.55% risk                    
                                           |     (6.55% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HG=F bullish 121 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (95th pctile)
    TREND (BULL above MA)          44   39%   7.84%   -0.99% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       33   42%   5.94%   -1.25%     |   31.94% move is in the top tier (93th)
    SHORT THE RIP (BEAR above)     45   31%   5.76%   -2.72%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          32   28%   4.12%   -3.55%     |   history favours more (100%)
    (EV = WR x MFE - (1-WR) x 6.55% risk)                        |   Stop: 5.57 (6.58% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Platinum (PL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PL=F …
  6422 rows  |  1997-10-29 → 2026-02-24
  Regression: 300 day lookback  R²=0.8958
  DONCHIAN SLIM  -  PL=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 12)  -  SHORT THE RIP
  Entry: 2,061.60 -> Current: 2,182.00  (-5.84%)  Pool: BEAR above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 12th                           |   Current: -5.84% (31th pctile)          |   WR: 33.3%                             
    Median: 23 bars  Mean: 33              |   MFE: 2.38% (retaining -245%)           |   Surv: 88.1%  (>=12 bars)              
    P75: 35  P90: 64                       |   Hist med: -1.89% avg: 0.03%            |   From here: 22% pos (n=37)             
                                           |                                          |   Med remaining: -2.65%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,061.60)             | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.31% ->     2,035 [x]      |   DC Upper: 2,605.70                     |   EV: -2.84% [!]                        
    T2         4.51% ->     1,969 [ ]      |     (19.42% risk)                        |   WR 33% x 9.93% rwd                    
    T3 trail   8.18% ->     1,893 [ ]      |   2-ATR: 2,383.15                        |   - 67% x 9.22% risk                    
                                           |     (9.22% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PL=F bearish 12 bars
    ---------------------------- ---- ----- ------- --------     |   still early (12th pctile)
    TREND (BULL above MA)          53   38%   6.32%   -3.36%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       40   35%   5.35%   -4.12%     |   -5.84% gain is around typical (31th)
    SHORT THE RIP (BEAR above)     42   33%   4.67%   -4.59% <   |   most trends still going, 33% WR
    TREND (BEAR below MA)          50   28%   3.79%   -5.58%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 9.22% risk)                        |   Stop: 2,605.70 (19.42% away)

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  Palladium (PA=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PA=F …
  6433 rows  |  1998-09-28 → 2026-02-24
  Regression: 300 day lookback  R²=0.8588
  DONCHIAN SLIM  -  PA=F  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-15  (bar 47)  -  TREND
  Entry: 1,592.80 -> Current: 1,808.00  (+13.51%)  Pool: BULL above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 68th                           |   Current: 13.51% (77th pctile)          |   WR: 44.7%                             
    Median: 29 bars  Mean: 41              |   MFE: 36.23% (retaining 37%)            |   Surv: 31.9%  (>=47 bars)              
    P75: 59  P90: 85                       |   Hist med: -1.17% avg: 3.11%            |   From here: 57% pos (n=14)             
                                           |                                          |   Med remaining: 0.80%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1,592.80)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.16% ->     1,627 [x]      |   DC Lower: 1,549.50                     |   EV: -4.71% [!]                        
    T2         4.95% ->     1,672 [x]      |     (14.30% risk)                        |   WR 45% x 2.06% rwd                    
    T3 trail  20.51% ->     1,920 [x]      |   2-ATR: 1,623.89                        |   - 55% x 10.18% risk                   
                                           |     (10.18% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PA=F bullish 47 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (68th pctile)
    TREND (BULL above MA)          47   45%   9.21%   -1.52% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       39   28%   7.28%   -5.26%     |   13.51% move is larger than most (77th)
    SHORT THE RIP (BEAR above)     42   24%   5.60%   -6.43%     |   majority already reversed, 45% WR
    TREND (BEAR below MA)          45   33%   6.88%   -4.50%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 10.18% risk)                       |   Stop: 1,549.50 (14.30% away)

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  Alphabet (GOOGL) (GOOGL)
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  Downloading GOOGL …
  5413 rows  |  2004-08-19 → 2026-02-24
  Regression: 4390 day lookback  R²=0.9775
  DONCHIAN SLIM  -  GOOGL  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-13  (bar 6)  -  SHORT THE RIP
  Entry: 305.72 -> Current: 310.90  (-1.69%)  Pool: BEAR above 200MA  (n=46)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 4th                            |   Current: -1.69% (70th pctile)          |   WR: 21.7%                             
    Median: 23 bars  Mean: 28              |   MFE: 3.10% (retaining -55%)            |   Surv: 95.7%  (>=6 bars)               
    P75: 36  P90: 47                       |   Hist med: -4.73% avg: -3.61%           |   From here: 24% pos (n=41)             
                                           |                                          |   Med remaining: -3.71%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 305.72)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         2.23% ->       299 [x]      |   DC Upper: 349.00                       |   EV: -3.66% [!]                        
    T2         4.24% ->       293 [ ]      |     (12.25% risk)                        |   WR 22% x 6.52% rwd                    
    T3 trail   8.34% ->       280 [ ]      |   2-ATR: 331.07                          |   - 78% x 6.49% risk                    
                                           |     (6.49% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GOOGL bearish 6 bars
    ---------------------------- ---- ----- ------- --------     |   still early (4th pctile)
    TREND (BULL above MA)          44   52%  12.84%   +3.62%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       22   45%   9.50%   +0.78%     |   -1.69% move is larger than most (70th)
    SHORT THE RIP (BEAR above)     46   22%   4.94%   -4.00% <   |   most trends still going, 22% WR
    TREND (BEAR below MA)          20   30%   7.30%   -2.35%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.49% risk)                        |   Stop: 349.00 (12.25% away)

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  Amazon (AMZN) (AMZN)
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  Downloading AMZN …
  7239 rows  |  1997-05-15 → 2026-02-24
  Regression: 5000 day lookback  R²=0.9616
  DONCHIAN SLIM  -  AMZN  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 12)  -  TREND
  Entry: 222.69 -> Current: 208.56  (+6.35%)  Pool: BEAR below 200MA  (n=32)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 6th                            |   Current: 6.35% (72th pctile)           |   WR: 34.4%                             
    Median: 30 bars  Mean: 35              |   MFE: 11.99% (retaining 53%)            |   Surv: 93.8%  (>=12 bars)              
    P75: 46  P90: 68                       |   Hist med: -4.97% avg: -2.65%           |   From here: 21% pos (n=29)             
                                           |                                          |   Med remaining: -6.21%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 222.69)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.32% ->       215 [x]      |   DC Upper: 247.78                       |   EV: -1.95% [!]                        
    T2        13.36% ->       193 [ ]      |     (18.81% risk)                        |   WR 34% x 8.36% rwd                    
    T3 trail  22.81% ->       172 [ ]      |   2-ATR: 223.90                          |   - 66% x 7.35% risk                    
                                           |     (7.35% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMZN bearish 12 bars
    ---------------------------- ---- ----- ------- --------     |   still early (6th pctile)
    TREND (BULL above MA)          57   53%  18.34%   +6.17%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   33%  13.62%   -0.36%     |   6.35% move is larger than most (72th)
    SHORT THE RIP (BEAR above)     52   27%   8.33%   -3.13%     |   most trends still going, 34% WR
    TREND (BEAR below MA)          32   34%  13.16%   -0.30% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.35% risk)                        |   Stop: 247.78 (18.81% away)

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  Apple (AAPL) (AAPL)
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  Downloading AAPL …
  11391 rows  |  1980-12-12 → 2026-02-24
  Regression: 5000 day lookback  R²=0.9753
  DONCHIAN SLIM  -  AAPL  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-04  (bar 13)  -  TREND
  Entry: 276.23 -> Current: 272.14  (-1.48%)  Pool: BULL above 200MA  (n=75)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 8th                            |   Current: -1.48% (40th pctile)          |   WR: 56.0%                             
    Median: 36 bars  Mean: 53              |   MFE: 1.60% (retaining -93%)            |   Surv: 92.0%  (>=13 bars)              
    P75: 68  P90: 112                      |   Hist med: 1.64% avg: 7.24%             |   From here: 39% pos (n=69)             
                                           |                                          |   Med remaining: -2.31%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 276.23)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         6.12% ->       293 [ ]      |   DC Lower: 251.94                       |   EV: +9.22% [+]                        
    T2        17.14% ->       324 [ ]      |     (7.42% risk)                         |   WR 56% x 20.52% rwd                   
    T3 trail  32.96% ->       367 [ ]      |   2-ATR: 258.07                          |   - 44% x 5.17% risk                    
                                           |     (5.17% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AAPL bullish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (8th pctile)
    TREND (BULL above MA)          75   56%  18.74%   +8.22% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       47   51%  19.55%   +7.45%     |   -1.48% gain is around typical (40th)
    SHORT THE RIP (BEAR above)     79   25%   7.69%   -1.92%     |   most trends still going, 56% WR
    TREND (BEAR below MA)          43   37%  12.34%   +1.34%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.17% risk)                        |   Stop: 251.94 (7.42% away)

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  Tesla (TSLA) (TSLA)
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  Downloading TSLA …
  3938 rows  |  2010-06-29 → 2026-02-24
  Regression: 3930 day lookback  R²=0.9113
  DONCHIAN SLIM  -  TSLA  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-06  (bar 33)  -  SHORT THE RIP
  Entry: 432.96 -> Current: 409.38  (+5.45%)  Pool: BEAR above 200MA  (n=26)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 62th                           |   Current: 5.45% (92th pctile)           |   WR: 23.1%                             
    Median: 26 bars  Mean: 34              |   MFE: 10.49% (retaining 52%)            |   Surv: 38.5%  (>=33 bars)              
    P75: 38  P90: 53                       |   Hist med: -6.88% avg: -5.96%           |   From here: 10% pos (n=10)             
                                           |                                          |   Med remaining: -7.69%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 432.96)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         6.80% ->       404 [x]      |   DC Upper: 440.23                       |   EV: -3.61% [!]                        
    T2        12.98% ->       377 [ ]      |     (7.54% risk)                         |   WR 23% x 9.35% rwd                    
    T3 trail  23.07% ->       333 [ ]      |   2-ATR: 440.05                          |   - 77% x 7.49% risk                    
                                           |     (7.49% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TSLA bearish 33 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (62th pctile)
    TREND (BULL above MA)          29   34%  19.21%   +1.71%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       14   64%  29.18%  +16.09%     |   5.45% move is in the top tier (92th)
    SHORT THE RIP (BEAR above)     26   23%  14.29%   -2.47% <   |   majority already reversed, 23% WR
    TREND (BEAR below MA)          17   29%  13.04%   -1.45%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.49% risk)                        |   Stop: 440.23 (7.54% away)

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  Meta (META) (META)
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  Downloading META …
  3461 rows  |  2012-05-18 → 2026-02-24
  Regression: 930 day lookback  R²=0.8740
  DONCHIAN SLIM  -  META  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-26  (bar 20)  -  BUY THE DIP
  Entry: 672.36 -> Current: 639.30  (-4.92%)  Pool: all BULL  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 14th                           |   Current: -4.92% (32th pctile)          |   WR: 59.5%                             
    Median: 54 bars  Mean: 60              |   MFE: 10.66% (retaining -46%)           |   Surv: 86.5%  (>=20 bars)              
    P75: 77  P90: 106                      |   Hist med: 1.21% avg: 9.68%             |   From here: 50% pos (n=32)             
                                           |                                          |   Med remaining: 0.13%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 672.36)               | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         5.77% ->       711 [x]      |   DC Lower: 628.15                       |   EV: +10.79% [+]                       
    T2        11.84% ->       752 [ ]      |     (1.74% risk)                         |   WR 59% x 23.00% rwd                   
    T3 trail  33.25% ->       896 [ ]      |   2-ATR: 593.85                          |   - 41% x 7.11% risk                    
                                           |     (7.11% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   META bullish 20 bars
    ---------------------------- ---- ----- ------- --------     |   still early (14th pctile)
    TREND (BULL above MA)          28   61%  12.66%   +4.89%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)        7   57%  39.50%  +19.52% <   |   -4.92% gain is around typical (32th)
    SHORT THE RIP (BEAR above)     27   15%   6.81%   -5.05%     |   most trends still going, 59% WR
    TREND (BEAR below MA)           8   62%  18.28%   +8.76%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 7.11% risk)                        |   Stop: 628.15 (1.74% away)

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  Microsoft (MSFT) (MSFT)
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  Downloading MSFT …
  10065 rows  |  1986-03-13 → 2026-02-24
  Regression: 3760 day lookback  R²=0.9814
  DONCHIAN SLIM  -  MSFT  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-06  (bar 73)  -  TREND
  Entry: 495.04 -> Current: 389.00  (+21.42%)  Pool: BEAR below 200MA  (n=39)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 92th                           |   Current: 21.42% (97th pctile)          |   WR: 30.8%                             
    Median: 32 bars  Mean: 38              |   MFE: 22.89% (retaining 94%)            |   Surv: 7.7%  (>=73 bars)               
    P75: 44  P90: 71                       |   Hist med: -4.12% avg: -2.90%           |   From here: 33% pos (n=3)              
                                           |                                          |   Med remaining: -1.31%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 495.04)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.08% ->       485 [x]      |   DC Upper: 482.64                       |   EV: -4.62% [!]                        
    T2         7.78% ->       457 [x]      |     (24.07% risk)                        |   WR 31% x 0.00% rwd                    
    T3 trail  12.66% ->       432 [x]      |   2-ATR: 414.98                          |   - 69% x 6.68% risk                    
                                           |     (6.68% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSFT bearish 73 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (92th pctile)
    TREND (BULL above MA)          80   48%  12.46%   +2.41%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       29   55%  16.11%   +5.89%     |   21.42% move is in the top tier (97th)
    SHORT THE RIP (BEAR above)     70   20%   5.84%   -4.18%     |   very few last this long, 31% WR
    TREND (BEAR below MA)          39   31%   7.50%   -2.31% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.68% risk)                        |   Stop: 482.64 (24.07% away)

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  NVIDIA (NVDA) (NVDA)
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  Downloading NVDA …
  6814 rows  |  1999-01-22 → 2026-02-24
  Regression: 3470 day lookback  R²=0.9697
  DONCHIAN SLIM  -  NVDA  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 13)  -  SHORT THE RIP
  Entry: 174.19 -> Current: 192.85  (-10.71%)  Pool: BEAR above 200MA  (n=53)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 19th                           |   Current: -10.71% (36th pctile)         |   WR: 18.9%                             
    Median: 23 bars  Mean: 32              |   MFE: 1.81% (retaining -591%)           |   Surv: 81.1%  (>=13 bars)              
    P75: 41  P90: 70                       |   Hist med: -8.07% avg: -6.47%           |   From here: 21% pos (n=42)             
                                           |                                          |   Med remaining: -6.01%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 174.19)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         2.72% ->       169 [ ]      |   DC Upper: 194.49                       |   EV: -2.03% [!]                        
    T2         7.96% ->       160 [ ]      |     (0.85% risk)                         |   WR 19% x 18.07% rwd                   
    T3 trail  17.19% ->       144 [ ]      |   2-ATR: 205.78                          |   - 81% x 6.70% risk                    
                                           |     (6.70% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NVDA bearish 13 bars
    ---------------------------- ---- ----- ------- --------     |   still early (19th pctile)
    TREND (BULL above MA)          51   57%  22.96%  +10.17%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       22   50%  27.09%  +10.20%     |   -10.71% gain is around typical (36th)
    SHORT THE RIP (BEAR above)     53   19%   9.29%   -3.69% <   |   most trends still going, 19% WR
    TREND (BEAR below MA)          20   60%  25.29%  +12.49%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.70% risk)                        |   Stop: 194.49 (0.85% away)

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  Netflix (NFLX) (NFLX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NFLX …
  5977 rows  |  2002-05-23 → 2026-02-24
  Regression: 5000 day lookback  R²=0.9305
  DONCHIAN SLIM  -  NFLX  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-10-01  (bar 99)  -  TREND
  Entry: 117.09 -> Current: 78.04  (+33.35%)  Pool: BEAR below 200MA  (n=18)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 33.35% (100th pctile)         |   WR: 27.8%                             
    Median: 30 bars  Mean: 35              |   MFE: 35.94% (retaining 93%)            |   Surv: 0.0%  (>=99 bars)               
    P75: 52  P90: 63                       |   Hist med: -6.30% avg: -4.77%           |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 117.09)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.31% ->       114 [x]      |   DC Upper: 86.47                        |   EV: -4.70% [!]                        
    T2         8.12% ->       108 [x]      |     (10.80% risk)                        |   WR 28% x 0.00% rwd                    
    T3 trail  21.50% ->        92 [x]      |   2-ATR: 83.12                           |   - 72% x 6.51% risk                    
                                           |     (6.51% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NFLX bearish 99 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          47   49%  19.96%   +6.44%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       19   53%  23.25%   +9.16%     |   33.35% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     48   17%   6.93%   -4.27%     |   very few last this long, 28% WR
    TREND (BEAR below MA)          18   28%  10.64%   -1.74% <   |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 6.51% risk)                        |   Stop: 86.47 (10.80% away)

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  Palantir (PLTR) (PLTR)
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  Downloading PLTR …
  1356 rows  |  2020-09-30 → 2026-02-24
  Regression: 820 day lookback  R²=0.9580
  DONCHIAN SLIM  -  PLTR  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-02  (bar 35)  -  TREND
  Entry: 167.86 -> Current: 128.84  (+23.25%)  Pool: all BEAR  (n=17)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 59th                           |   Current: 23.25% (94th pctile)          |   WR: 11.8%                             
    Median: 26 bars  Mean: 35              |   MFE: 24.80% (retaining 94%)            |   Surv: 41.2%  (>=35 bars)              
    P75: 42  P90: 65                       |   Hist med: -19.86% avg: -12.65%         |   From here: 14% pos (n=7)              
                                           |                                          |   Med remaining: -12.05%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 167.86)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.26% ->       159 [x]      |   DC Upper: 169.44                       |   EV: -11.85% [!]                       
    T2        10.30% ->       151 [x]      |     (31.51% risk)                        |   WR 12% x 0.00% rwd                    
    T3 trail  15.67% ->       142 [x]      |   2-ATR: 146.14                          |   - 88% x 13.43% risk                   
                                           |     (13.43% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PLTR bearish 35 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (59th pctile)
    TREND (BULL above MA)          11   45%  39.13%  +10.46%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   23.25% move is in the top tier (94th)
    SHORT THE RIP (BEAR above)      8    0%   8.46%  -13.43%     |   ~half have ended by now, 12% WR
    TREND (BEAR below MA)           6   33%  19.98%   -2.29% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.43% risk)                       |   Stop: 169.44 (31.51% away)

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  Oracle (ORCL) (ORCL)
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  Downloading ORCL …
  10066 rows  |  1986-03-12 → 2026-02-24
  Regression: 5000 day lookback  R²=0.9308
  DONCHIAN SLIM  -  ORCL  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-21  (bar 23)  -  TREND
  Entry: 173.88 -> Current: 146.14  (+15.95%)  Pool: BEAR below 200MA  (n=35)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 43th                           |   Current: 15.95% (91th pctile)          |   WR: 31.4%                             
    Median: 29 bars  Mean: 35              |   MFE: 22.22% (retaining 72%)            |   Surv: 57.1%  (>=23 bars)              
    P75: 47  P90: 62                       |   Hist med: -5.95% avg: -1.89%           |   From here: 15% pos (n=20)             
                                           |                                          |   Med remaining: -6.74%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 173.88)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.96% ->       170 [x]      |   DC Upper: 181.68                       |   EV: -7.92% [!]                        
    T2        10.60% ->       155 [x]      |     (24.32% risk)                        |   WR 31% x 1.16% rwd                    
    T3 trail  18.88% ->       141 [x]      |   2-ATR: 163.79                          |   - 69% x 12.08% risk                   
                                           |     (12.08% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ORCL bearish 23 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (43th pctile)
    TREND (BULL above MA)          83   47%  13.71%   +0.04%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       31   61%  19.07%   +7.01%     |   15.95% move is in the top tier (91th)
    SHORT THE RIP (BEAR above)     79   25%   6.64%   -7.34%     |   ~half have ended by now, 31% WR
    TREND (BEAR below MA)          35   31%  10.48%   -4.99% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 12.08% risk)                       |   Stop: 181.68 (24.32% away)

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  AMD (AMD) (AMD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AMD …
  11579 rows  |  1980-03-17 → 2026-02-24
  Regression: 3360 day lookback  R²=0.9130
  DONCHIAN SLIM  -  AMD  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 12)  -  SHORT THE RIP
  Entry: 192.50 -> Current: 213.84  (-11.09%)  Pool: BEAR above 200MA  (n=68)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 9th                            |   Current: -11.09% (41th pctile)         |   WR: 33.8%                             
    Median: 34 bars  Mean: 41              |   Hist med: -7.37% avg: -1.89%           |   Surv: 91.2%  (>=12 bars)              
    P75: 55  P90: 92                       |                                          |   From here: 26% pos (n=61)             
                                           |                                          |   Med remaining: -5.84%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 192.50)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         4.40% ->       184 [ ]      |   DC Upper: 260.53                       |   EV: -0.96% [!]                        
    T2        12.02% ->       169 [ ]      |     (21.83% risk)                        |   WR 34% x 21.33% rwd                   
    T3 trail  21.42% ->       151 [ ]      |   2-ATR: 240.26                          |   - 66% x 12.36% risk                   
                                           |     (12.36% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMD bearish 12 bars
    ---------------------------- ---- ----- ------- --------     |   still early (9th pctile)
    TREND (BULL above MA)          69   35%  17.76%   -1.88%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       62   47%  25.53%   +5.37%     |   -11.09% gain is around typical (41th)
    SHORT THE RIP (BEAR above)     68   34%  12.61%   -3.91% <   |   most trends still going, 34% WR
    TREND (BEAR below MA)          62   42%  17.35%   +0.10%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 12.36% risk)                       |   Stop: 260.53 (21.83% away)

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  MicroStrategy (MSTR) (MSTR)
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  Downloading MSTR …
  6969 rows  |  1998-06-11 → 2026-02-24
  Regression: 950 day lookback  R²=0.8285
  DONCHIAN SLIM  -  MSTR  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-29  (bar 17)  -  TREND
  Entry: 143.19 -> Current: 124.61  (+12.98%)  Pool: BEAR below 200MA  (n=33)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 24th                           |   Current: 12.98% (76th pctile)          |   WR: 36.4%                             
    Median: 32 bars  Mean: 36              |   MFE: 27.25% (retaining 48%)            |   Surv: 75.8%  (>=17 bars)              
    P75: 49  P90: 63                       |   Hist med: -7.31% avg: -0.78%           |   From here: 33% pos (n=24)             
                                           |                                          |   Med remaining: -5.91%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 143.19)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.62% ->       137 [x]      |   DC Upper: 165.72                       |   EV: -9.25% [!]                        
    T2        13.84% ->       123 [x]      |     (32.99% risk)                        |   WR 36% x 7.45% rwd                    
    T3 trail  31.56% ->        98 [ ]      |   2-ATR: 148.03                          |   - 64% x 18.79% risk                   
                                           |     (18.79% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSTR bearish 17 bars
    ---------------------------- ---- ----- ------- --------     |   still early (24th pctile)
    TREND (BULL above MA)          42   48%  16.85%   -1.82%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       34   47%  25.44%   +2.02%     |   12.98% move is larger than most (76th)
    SHORT THE RIP (BEAR above)     42   31%  11.66%   -9.37%     |   most trends still going, 36% WR
    TREND (BEAR below MA)          33   36%  16.67%   -5.90% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 18.79% risk)                       |   Stop: 165.72 (32.99% away)

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  Robinhood (HOOD) (HOOD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading HOOD …
  1148 rows  |  2021-07-29 → 2026-02-24
  Regression: 620 day lookback  R²=0.9426
  DONCHIAN SLIM  -  HOOD  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-20  (bar 63)  -  TREND
  Entry: 106.21 -> Current: 73.39  (+30.90%)  Pool: all BEAR  (n=9)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 78th                           |   Current: 30.90% (100th pctile)         |   WR: 22.2%                             
    Median: 30 bars  Mean: 37              |   MFE: 34.83% (retaining 89%)            |   Surv: 22.2%  (>=63 bars)              
    P75: 45  P90: 74                       |   Hist med: -8.98% avg: -8.25%           |   From here: 0% pos (n=2)               
                                           |                                          |   Med remaining: -7.77%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 106.21)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.81% ->       100 [x]      |   DC Upper: 109.05                       |   EV: -12.69% [!]                       
    T2         9.94% ->        96 [x]      |     (48.59% risk)                        |   WR 22% x 1.49% rwd                    
    T3 trail  33.99% ->        70 [x]      |   2-ATR: 85.68                           |   - 78% x 16.74% risk                   
                                           |     (16.74% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HOOD bearish 63 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (78th pctile)
    TREND (BULL above MA)           7   86%  67.07%  +55.10%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   30.90% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)      5   20%   0.00%        -     |   majority already reversed, 22% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 16.74% risk)                       |   Stop: 109.05 (48.59% away)

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  Circle (CRCL) (CRCL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading CRCL …
  181 rows  |  2025-06-05 → 2026-02-24
  ⚠ REGRESSION SKIPPED: Not enough rows (181). Need ≥305.
  ⚠ Insufficient Donchian history for Circle (CRCL)

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  Bitcoin (BTC) (BTC-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading BTC-USD …
  4179 rows  |  2014-09-17 → 2026-02-24
  Regression: 1350 day lookback  R²=0.8899
  DONCHIAN SLIM  -  BTC-USD  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 30)  -  TREND
  Entry: 86,572.22 -> Current: 64,189.11  (+25.85%)  Pool: BEAR below 200MA  (n=12)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 25.85% (83th pctile)          |   WR: 50.0%                             
    Median: 30 bars  Mean: 48              |   MFE: 30.61% (retaining 84%)            |   Surv: 50.0%  (>=30 bars)              
    P75: 58  P90: 94                       |   Hist med: -0.49% avg: 4.63%            |   From here: 50% pos (n=6)              
                                           |                                          |   Med remaining: -0.06%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 86,572.22)            | STOP                                     | EXPECTANCY  -  TREND                    
    T1         9.81% ->    78,083 [x]      |   DC Upper: 73,161.55                    |   EV: -5.46% [!]                        
    T2        15.67% ->    73,003 [x]      |     (13.98% risk)                        |   WR 50% x 0.00% rwd                    
    T3 trail  24.98% ->    64,943 [x]      |   2-ATR: 71,204.78                       |   - 50% x 10.93% risk                   
                                           |     (10.93% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BTC-USD bearish 30 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          24   58%  24.98%  +10.02%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       17   53%  34.98%  +13.38%     |   25.85% move is larger than most (83th)
    SHORT THE RIP (BEAR above)     28   36%  11.81%   -2.81%     |   ~half have ended by now, 50% WR
    TREND (BEAR below MA)          12   50%  16.82%   +2.95% <   |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 10.93% risk)                       |   Stop: 73,161.55 (13.98% away)

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  Ethereum (ETH) (ETH-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ETH-USD …
  3030 rows  |  2017-11-09 → 2026-02-24
  Regression: 2760 day lookback  R²=0.6840
  DONCHIAN SLIM  -  ETH-USD  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 35)  -  TREND
  Entry: 2,935.61 -> Current: 1,859.50  (+36.66%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 36.66% (90th pctile)          |   WR: 30.0%                             
    Median: 36 bars  Mean: 39              |   MFE: 40.43% (retaining 91%)            |   Surv: 50.0%  (>=35 bars)              
    P75: 44  P90: 80                       |   Hist med: -9.76% avg: 0.10%            |   From here: 40% pos (n=5)              
                                           |                                          |   Med remaining: -7.36%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,935.61)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.98% ->     2,760 [x]      |   DC Upper: 2,167.14                     |   EV: -9.18% [!]                        
    T2         9.11% ->     2,668 [x]      |     (16.54% risk)                        |   WR 30% x 0.00% rwd                    
    T3 trail  23.92% ->     2,233 [x]      |   2-ATR: 2,103.27                        |   - 70% x 13.11% risk                   
                                           |     (13.11% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ETH-USD bearish 35 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          11   55%  29.18%   +9.96%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       16   50%  29.40%   +8.14%     |   36.66% move is in the top tier (90th)
    SHORT THE RIP (BEAR above)     16   38%  17.81%   -1.51%     |   ~half have ended by now, 30% WR
    TREND (BEAR below MA)          10   30%  13.00%   -5.28% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.11% risk)                       |   Stop: 2,167.14 (16.54% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Solana (SOL) (SOL-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SOL-USD …
  2147 rows  |  2020-04-10 → 2026-02-24
  Regression: 1240 day lookback  R²=0.6823
  DONCHIAN SLIM  -  SOL-USD  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 30)  -  TREND
  Entry: 118.77 -> Current: 78.84  (+33.62%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: 33.62% (80th pctile)          |   WR: 30.0%                             
    Median: 38 bars  Mean: 41              |   MFE: 42.17% (retaining 80%)            |   Surv: 60.0%  (>=30 bars)              
    P75: 57  P90: 63                       |   Hist med: -3.87% avg: 3.45%            |   From here: 17% pos (n=6)              
                                           |                                          |   Med remaining: -4.73%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 118.77)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1        16.77% ->        99 [x]      |   DC Upper: 92.90                        |   EV: -9.30% [!]                        
    T2        20.13% ->        95 [x]      |     (17.83% risk)                        |   WR 30% x 3.85% rwd                    
    T3 trail  41.28% ->        70 [x]      |   2-ATR: 90.62                           |   - 70% x 14.94% risk                   
                                           |     (14.94% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SOL-USD bearish 30 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           9   33%  40.90%   +3.68%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       11   55%  40.19%  +15.13%     |   33.62% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      9   33%  24.50%   -1.79%     |   ~half have ended by now, 30% WR
    TREND (BEAR below MA)          10   30%  26.06%   -2.64% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 14.94% risk)                       |   Stop: 92.90 (17.83% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  BNB (BNB-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading BNB-USD …
  3030 rows  |  2017-11-09 → 2026-02-24
  Regression: 3020 day lookback  R²=0.8161
  DONCHIAN SLIM  -  BNB-USD  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-31  (bar 24)  -  TREND
  Entry: 780.48 -> Current: 585.33  (+25.00%)  Pool: BEAR below 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 29th                           |   Current: 25.00% (79th pctile)          |   WR: 35.7%                             
    Median: 40 bars  Mean: 43              |   MFE: 26.11% (retaining 96%)            |   Surv: 71.4%  (>=24 bars)              
    P75: 52  P90: 83                       |   Hist med: -4.76% avg: 1.21%            |   From here: 20% pos (n=10)             
                                           |                                          |   Med remaining: -2.83%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 780.48)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.38% ->       746 [x]      |   DC Upper: 699.75                       |   EV: -5.92% [!]                        
    T2        11.83% ->       688 [x]      |     (19.55% risk)                        |   WR 36% x 2.21% rwd                    
    T3 trail  29.97% ->       547 [ ]      |   2-ATR: 646.40                          |   - 64% x 10.43% risk                   
                                           |     (10.43% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BNB-USD bearish 24 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (29th pctile)
    TREND (BULL above MA)          15   40%  23.37%   +3.09%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       13   54%  24.29%   +8.26%     |   25.00% move is larger than most (79th)
    SHORT THE RIP (BEAR above)     14   36%  18.57%   -0.08%     |   most trends still going, 36% WR
    TREND (BEAR below MA)          14   36%  15.39%   -1.21% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 10.43% risk)                       |   Stop: 699.75 (19.55% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  TRON (TRX) (TRX-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading TRX-USD …
  3030 rows  |  2017-11-09 → 2026-02-24
  Regression: 1210 day lookback  R²=0.9514
  DONCHIAN SLIM  -  TRX-USD  |  2026-02-24
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-21  (bar 3)  -  BUY THE DIP
  Entry: 0.29 -> Current: 0.28  (-1.89%)  Pool: BULL below 200MA  (n=11)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: -1.89% (45th pctile)          |   WR: 45.5%                             
    Median: 38 bars  Mean: 51              |   MFE: 0.74% (retaining -257%)           |   Surv: 100.0%  (>=3 bars)              
    P75: 56  P90: 84                       |   Hist med: -1.37% avg: 8.09%            |   From here: 45% pos (n=11)             
                                           |                                          |   Med remaining: -2.57%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.29)                 | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         6.48% ->         0 [ ]      |   DC Lower: 0.27                         |   EV: +14.54% [+]                       
    T2        29.36% ->         0 [ ]      |     (5.40% risk)                         |   WR 45% x 36.25% rwd                   
    T3 trail  65.16% ->         0 [ ]      |   2-ATR: 0.27                            |   - 55% x 3.55% risk                    
                                           |     (3.55% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TRX-USD bullish 3 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          14   64%  30.22%  +18.16%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)       11   45%  33.67%  +13.36% <   |   -1.89% gain is around typical (45th)
    SHORT THE RIP (BEAR above)     16   38%  14.77%   +3.32%     |   most trends still going, 45% WR
    TREND (BEAR below MA)          10   40%  15.46%   +4.05%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 3.55% risk)                        |   Stop: 0.27 (5.40% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Sui (SUI) (SUI-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SUI-USD …
  810 rows  |  2022-03-18 → 2024-06-04
  Regression: 470 day lookback  R²=0.6905
  DONCHIAN SLIM  -  SUI-USD  |  2024-06-04
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2024-04-12  (bar 53)  -  TREND
  Entry: 0.00 -> Current: 0.00  (-14.94%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 80th                           |   Current: -14.94% (40th pctile)         |   WR: 20.0%                             
    Median: 39 bars  Mean: 59              |   MFE: 54.02% (retaining -28%)           |   Surv: 20.0%  (>=53 bars)              
    P75: 46  P90: 122                      |   Hist med: -14.26% avg: -37.65%         |   From here: 100% pos (n=1)             
                                           |                                          |   Med remaining: 21.14%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.00)                 | STOP                                     | EXPECTANCY  -  TREND                    
                                           |   DC Upper: 0.00                         |   Insufficient data                     
                                           |     (130.00% risk)                       |                                         
                                           |   2-ATR: 0.00                            |                                         
                                           |     (51.73% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SUI-USD bearish 53 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (80th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   -14.94% gain is around typical (40th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   very few last this long, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   history favours more (100%)
    (EV = WR x MFE - (1-WR) x 51.73% risk)                       |   Stop: 0.00 (130.00% away)


================================================================================
  SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS
================================================================================
Ticker         Name                         Lookback       R²      P-Value
--------------------------------------------------------------------------------
^GSPC          S&P 500                          4230   0.9809     0.00e+00
^NDX           Nasdaq 100                       4250   0.9846     0.00e+00
^RUT           Russell 2000                     4180   0.9083     0.00e+00
ES=F           S&P 500 Futures (ES)             4230   0.9812     0.00e+00
NQ=F           Nasdaq 100 Futures (NQ)          4250   0.9849     0.00e+00
SMH            Semiconductors (SMH)             3660   0.9758     0.00e+00
MAGS           Magnificent 7 (MAGS)              720   0.9382     0.00e+00
XLK            Tech Select (XLK)                4370   0.9846     0.00e+00
URA            Uranium (URA)                    1810   0.8619     0.00e+00
DX-Y.NYB       US Dollar Index (DXY)            4650   0.7608     0.00e+00
USDJPY=X       USD/JPY                          1740   0.8567     0.00e+00
EURUSD=X       EUR/USD                           330   0.7810    3.50e-110
GC=F           Gold                              610   0.9639     0.00e+00
SI=F           Silver                            300   0.8219    1.17e-113
NG=F           Natural Gas                       520   0.5971    2.53e-104
CL=F           Crude Oil (WTI)                   510   0.7876    5.10e-173
HG=F           Copper                           2670   0.7847     0.00e+00
PL=F           Platinum                          300   0.8958    2.40e-148
PA=F           Palladium                         300   0.8588    1.11e-128
GOOGL          Alphabet (GOOGL)                 4390   0.9775     0.00e+00
AMZN           Amazon (AMZN)                    5000   0.9616     0.00e+00
AAPL           Apple (AAPL)                     5000   0.9753     0.00e+00
TSLA           Tesla (TSLA)                     3930   0.9113     0.00e+00
META           Meta (META)                       930   0.8740     0.00e+00
MSFT           Microsoft (MSFT)                 3760   0.9814     0.00e+00
NVDA           NVIDIA (NVDA)                    3470   0.9697     0.00e+00
NFLX           Netflix (NFLX)                   5000   0.9305     0.00e+00
PLTR           Palantir (PLTR)                   820   0.9580     0.00e+00
ORCL           Oracle (ORCL)                    5000   0.9308     0.00e+00
AMD            AMD (AMD)                        3360   0.9130     0.00e+00
MSTR           MicroStrategy (MSTR)              950   0.8285     0.00e+00
HOOD           Robinhood (HOOD)                  620   0.9426     0.00e+00
BTC-USD        Bitcoin (BTC)                    1350   0.8899     0.00e+00
ETH-USD        Ethereum (ETH)                   2760   0.6840     0.00e+00
SOL-USD        Solana (SOL)                     1240   0.6823    1.62e-310
BNB-USD        BNB                              3020   0.8161     0.00e+00
TRX-USD        TRON (TRX)                       1210   0.9514     0.00e+00
SUI-USD        Sui (SUI)                         470   0.6905    2.87e-121

⚠ Skipped 1 ticker(s):
  CRCL           Circle (CRCL)                regression: Not enough rows (181). Need ≥305.
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